An existence theorem for linear stochastic differential equations

DOI10.1016/0022-0396(67)90007-1zbMath0147.36304OpenAlexW1967161774MaRDI QIDQ2524633

Jerome A. Goldstein

Publication date: 1967

Published in: Journal of Differential Equations (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0022-0396(67)90007-1

zbMATH Keywords

probability theory

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Cites Work

• Martingales and One-Dimensional Diffusion
• On stochastic differential equations
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